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Stochastic interest rates

By: Contributor(s): Material type: TextTextSeries: Mastering mathematical financePublication details: Cambridge Cambridge University Press 2015Description: x, 160 pISBN:
  • 9780521175692
Subject(s): DDC classification:
  • 332.113 M2S8
Summary: This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. In addition, the book's webpage at www.cambridge.org/9781107002579 provides solutions to all of the exercises as well as the computer code (and associated spreadsheets) for all numerical work, which allows students to verify the results. • Well-motivated examples and exercises make material accessible to Master's students, advanced undergraduates and entry-level finance professionals • Coverage of practical topics prepares students for work in the field of stochastic interest rate derivatives • Modular structure of the series helps students rapidly develop specific skills http://www.cambridge.org/catalogue/catalogue.asp?isbn=9780521175692
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Item type Current library Item location Collection Shelving location Call number Status Date due Barcode
Books Vikram Sarabhai Library Rack 18-A / Slot 664 (0 Floor, West Wing) Non-fiction General Stacks 332.113 M2S8 (Browse shelf(Opens below)) Checked out 29/08/2025 194566

This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. In addition, the book's webpage at www.cambridge.org/9781107002579 provides solutions to all of the exercises as well as the computer code (and associated spreadsheets) for all numerical work, which allows students to verify the results.

• Well-motivated examples and exercises make material accessible to Master's students, advanced undergraduates and entry-level finance professionals • Coverage of practical topics prepares students for work in the field of stochastic interest rate derivatives • Modular structure of the series helps students rapidly develop specific skills



http://www.cambridge.org/catalogue/catalogue.asp?isbn=9780521175692

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